Chart titled “Geopolitics & Conflict — Daily Sentiment vs DXY Index (Jan 2025 – Feb 2026)” showing Permutable AI’s institutional asset intelligence sentiment index for USD-related geopolitical risk (blue line, left axis, ranging roughly from -0.15 to +0.25) plotted against the DXY US Dollar Index close (purple line, right axis, ranging roughly from 96 to 110). The visual illustrates periods where shifts in daily sentiment precede or diverge from moves in DXY, highlighting how asset indices and narrative-driven institutional asset intelligence can signal regime transitions in USD positioning before they are fully reflected in price

Permutable AI launches institutional Asset Indices, turning global narrative flow into execution-grade asset intelligence

Permutable AI’s Institutional Asset Sentiment Indices transforms millions of global narratives into structured, execution-ready asset intelligence and signals for institutional investors. Designed for macro funds, commodity traders and multi-asset allocators, it delivers transparent, live-validated asset intelligence across energy, metals, agriculture and FX – helping institutions identify regime shifts early and integrate narrative-driven signals directly into professional investment workflows.

We are delighted to announce the release of our Institutional Asset Sentiment Indices, a purpose-built dataset engineered specifically for institutional investors navigating increasingly narrative-driven markets across institutional assets.

Markets no longer move solely on fundamentals released at scheduled intervals. Policy repricing, geopolitical escalation, supply chain disruption and macro regime transitions now reprice commodities and currencies within hours. In this environment, institutional performance depends not just on access to information – but on structured asset intelligence.

Our institutional Asset Sentiment Indices converts millions of global narratives into allocation-ready signals mapped directly to the assets institutions trade across commodities and currencies.

Institutional-grade asset intelligence 

With this latest release, we go far beyond traditional news aggregation. Our system processes reporting from more than 250,000 sources across 70+ languages in near real time. Rather than assigning vague market tone, our models attribute probability-weighted directional impact directly to each underlying asset.

Across:

  • Energy

  • Agriculture

  • Precious Metals

  • Industrial Metals

  • G10 FX

We haved generate structured asset intelligence for front-month contracts, expressed through composite indices ranging from −1 to +1. Each index is constructed by mapping sentiment to true price drivers – inventories, refinery capacity, shipping constraints, production shifts, exchange communication and fiscal rhetoric – before aggregation.

The result is institutional asset intelligence that separates structural macro regime shifts from short-term microstructure changes, enabling more precise strategy construction.

Four-panel chart comparing Copper, Silver, Corn and WTI Crude Oil futures prices with Permutable AI Asset Intelligence indices across regime states, including Market Dynamics, Physical Demand, Physical Supply and Corporate signals, demonstrating positive correlation between narrative-driven asset intelligence and commodity price trends.

Above: Copper price versus Permutable AI Asset Intelligence indices, showing the relationship between Market Dynamics and Macro & Geopolitics narrative signals and directional movement in copper futures.

From historical depth to live market proof

Institutional allocators demand more than optimised backtests. Our asset intelligence indices spans 11 years of strict point-in-time history. Models were trained on the first half and validated out-of-sample on the second, removing look-ahead bias and reducing overfitting risk.

More importantly, the framework underpins a live traded strategy running for the past 18 months under real market conditions.

This live validation demonstrates behavioural robustness across volatility regimes – reinforcing that the asset intelligence signal reflects structural narrative transmission rather than statistical artefacts. For systematic macro funds, commodity trading advisors and multi-asset allocators, that distinction matters.

Local-language coverage: Closing institutional blind spots

Asset intelligence must be global to be credible. Many datasets remain English-centric, creating informational gaps during early-stage regional developments. Permutable captures domestic reporting in its original language, identifying shifts in policy tone, production guidance or geopolitical risk before they are widely translated.

This local-language depth strengthens asset intelligence by detecting narrative inflection points at source – often before institutional consensus forms. As narrative transmission accelerates across borders, reducing blind spots becomes a direct risk management advantage.

Full look-through transparency

At Permutable, we know that institutional investors require auditability and explainability. This is precisely why that through our Trading Co-Pilot interface, we give our clients users full look-through visibility into the narratives driving each asset intelligence shift.

Rather than presenting a black-box score, our platform surfaces the underlying events responsible for directional change.

This transparency supports:

  • Investment committee discussion

  • Risk oversight

  • Regulatory accountability

  • Strategy refinement

This is underpinned by the fact that institutional asset intelligence must be explainable to be trusted.

Designed for institutional integration

Our institutional Asset Sentiment Indices are engineered for seamless integration into professional workflows, including:

  • Systematic model inputs

  • Discretionary macro overlays

  • Portfolio construction tools

  • Risk dashboards

  • Quantitative research pipelines

Each asset intelligence index can be decomposed into topic-level components, allowing institutions to isolate supply-side disruptions from demand shocks, or policy rhetoric from logistical constraints. This granularity enables differentiated strategy construction rather than generic sentiment overlays.

Four-panel chart comparing Copper, Silver, Corn and WTI Crude Oil futures prices with Permutable AI Asset Intelligence indices across regime states, including Market Dynamics, Physical Demand, Physical Supply and Corporate signals, demonstrating positive correlation between narrative-driven asset intelligence and commodity price trends.

Above: Multi-asset Asset Intelligence regime analysis showing Copper, Silver, Corn and WTI Crude Oil plotted against Permutable AI’s Asset Sentiment Indices, highlighting statistically significant correlations between narrative drivers and price across commodities.

A structural shift towards measurable asset intelligence

Wilson Chan, our CEO and Founder commented:

“Markets today function as narrative transmission systems with policy decisions, geopolitical events and production changes absorbed and repriced almost instantly. Our system structures that global narrative flow into disciplined, measurable asset intelligence – so institutional investors can identify emerging regime shifts with clarity.” 

As institutional capital increasingly recognises narrative flow as a primary volatility driver, structured asset intelligence is transitioning from experimental input to essential infrastructure.

Our Institutional Asset Sentiment Indices deliver:

  • Execution-ready narrative signals

  • Actionable alpha

  • Deep local-language coverage

  • Live-validated robustness

  • Event-level transparency

  • Flexible integration across asset classes

In markets defined by speed and complexity, disciplined asset intelligence provides a competitive advantage and we are delighted to deliver this to our growing base of institutional clients.